+141.3%
FCEL vs BHP
+71.0%
+70.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | +1.0% |
| 7D | +6.3% | -3.7% | +10.0% | +11.9% |
| 30D | -18.8% | -0.8% | -18.0% | -18.2% |
| 3M | -3.8% | +7.6% | -11.4% | -11.8% |
| 6M | +121.1% | +20.8% | +100.3% | +86.8% |
| YTD | +113.3% | +50.8% | +62.5% | +38.0% |
| All | +141.3% | +71.0% | +70.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling